mini-sized Dow ($5) Future September 2014

Trading Metrics calculated at close of trading on 17-Jul-2014

Day Change Summary
	Previous	Current
	16-Jul-2014	17-Jul-2014	Change	Change %	Previous Week
Open	17,003	17,041	38	0.2%	16,968
High	17,069	17,085	16	0.1%	16,978
Low	16,991	16,888	-103	-0.6%	16,722
Close	17,057	16,941	-116	-0.7%	16,881
Range	78	197	119	152.6%	256
ATR	112	118	6	5.5%	0
Volume	112,017	225,013	112,996	100.9%	637,077

Daily Pivots for day following 17-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	17,562	17,449	17,049
R3	17,365	17,252	16,995
R2	17,168	17,168	16,977
R1	17,055	17,055	16,959	17,013
PP	16,971	16,971	16,971	16,951
S1	16,858	16,858	16,923	16,816
S2	16,774	16,774	16,905
S3	16,577	16,661	16,887
S4	16,380	16,464	16,833

Weekly Pivots for week ending 11-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	17,628	17,511	17,022
R3	17,372	17,255	16,952
R2	17,116	17,116	16,928
R1	16,999	16,999	16,905	16,930
PP	16,860	16,860	16,860	16,826
S1	16,743	16,743	16,858	16,674
S2	16,604	16,604	16,834
S3	16,348	16,487	16,811
S4	16,092	16,231	16,740

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,085	16,786	299	1.8%	127	0.7%	52%	True	False	137,900
10	17,085	16,722	363	2.1%	126	0.7%	60%	True	False	129,411
20	17,085	16,659	426	2.5%	115	0.7%	66%	True	False	121,443
40	17,085	16,257	828	4.9%	105	0.6%	83%	True	False	74,953
60	17,085	16,209	876	5.2%	104	0.6%	84%	True	False	49,978
80	17,085	15,888	1,197	7.1%	107	0.6%	88%	True	False	37,486
100	17,085	15,888	1,197	7.1%	101	0.6%	88%	True	False	29,990
120	17,085	15,154	1,931	11.4%	92	0.5%	93%	True	False	24,993

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	21
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	17,922
2.618	17,601
1.618	17,404
1.000	17,282
0.618	17,207
HIGH	17,085
0.618	17,010
0.500	16,987
0.382	16,963
LOW	16,888
0.618	16,766
1.000	16,691
1.618	16,569
2.618	16,372
4.250	16,051

Fisher Pivots for day following 17-Jul-2014
Pivot	1 day	3 day
R1	16,987	16,987
PP	16,971	16,971
S1	16,956	16,956

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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